Anic Equity¶

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Total return since start: 0.554 %¶

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Equity now: -----------------------------> 47472.75 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46077.84 Kr¶

PnL: ---------------------------------------> -810.73 Kr¶

DD now: ---------------------------------> -2.379 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-19 09:08:43.191545'

Anic Portfolio¶

Today¶

Return: -0.904 %¶

This Week¶

Return: -0.128 %¶

Total¶

Return: 55.414 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 -1.980000 3083.600000 112.600000 3.790000 2971.000006
FM Mattsson Mora Group B 50 0.000000 3005.000000 78.000000 2.660000 2927.000000
HEBA B 70 -4.360000 2688.000000 52.000000 1.970000 2636.000010
Corem Property Group B 59 -1.570000 627.760000 50.760000 8.800000 576.999999
Boozt 12 -1.460000 1698.000000 44.000000 2.660000 1653.999996
Samhällsbyggnadsbo. i Norden B 20 -6.700000 395.200000 40.200000 11.320000 355.000000
OEM International B 7 0.250000 562.800000 34.800000 6.590000 527.999997
Norva24 Group 16 0.670000 576.000000 33.000000 6.080000 543.000000
HMS Networks 2 -0.980000 704.200000 31.200000 4.640000 673.000000
MedCap 2 -0.220000 445.000000 24.000000 5.700000 421.000000
Intrum 4 -0.540000 549.800000 22.800000 4.330000 527.000000
Coor Service Management Hold. 8 -0.510000 548.800000 16.800000 3.160000 532.000000
SAAB B 8 -0.260000 3392.800000 15.800000 0.470000 3377.000000
Eastnine 4 -0.310000 506.400000 15.400000 3.140000 491.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 569.100000 7.100000 1.260000 562.000005
AcadeMedia 12 -1.140000 562.560000 5.560000 1.000000 557.000004
Swedbank A 3 -0.080000 566.700000 2.700000 0.480000 564.000000
Samhällsbyggnadsbo. i Norden D 12 -3.180000 248.640000 2.640000 1.070000 246.000000
Creaspac SPAC 6 0.000000 579.000000 2.000000 0.350000 577.000002
Resurs Holding 22 -0.680000 575.300000 1.300000 0.230000 573.999998
Securitas B 6 -0.750000 570.000000 0.000000 0.000000 570.000000
Essity B 2 0.460000 572.800000 -1.200000 -0.210000 574.000000
Handelsbanken A 5 0.370000 543.000000 -3.000000 -0.550000 546.000000
Karnov Group 9 0.510000 531.000000 -5.000000 -0.930000 536.000004
Essity A 4 0.000000 1144.000000 -5.000000 -0.440000 1149.000000
CTEK 13 -1.850000 523.770000 -10.230000 -1.920000 533.999999
Nordea Bank Abp 29 0.000000 3439.400000 -14.600000 -0.420000 3453.999992
Midsona B 63 -1.320000 567.000000 -16.000000 -2.740000 582.999984
Vivesto 1368 0.000000 569.910000 -43.090000 -7.030000 612.999432
International Petroleum Corp. 5 -1.870000 550.000000 -44.570000 -7.500000 594.565215
Sampo Oyj SDB 7 0.090000 3741.500000 -108.500000 -2.820000 3850.000000
Axfood 13 -0.540000 3608.800000 -147.200000 -3.920000 3756.000001
OX2 18 -1.890000 1498.500000 -165.500000 -9.950000 1663.999992
Fasadgruppen Group 35 0.000000 3447.500000 -363.500000 -9.540000 3810.999990
Ovzon 52 -3.310000 2886.000000 -476.000000 -14.160000 3361.999992
TOTAL 46077.840000 -810.730000 -2.37948% 46888.564618

Updated:¶

'2023-01-19 09:08:55.749880'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶